+307.7%
GLW vs AR
+19.9%
+287.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -13.9% | -14.3% | +0.3% | -12.6% |
| 30D | -35.0% | +1.4% | -36.4% | -35.1% |
| 3M | -32.4% | +3.4% | -35.7% | -32.7% |
| 6M | -41.3% | -2.1% | -39.3% | -41.4% |
| YTD | +21.8% | +4.7% | +17.1% | +18.2% |
| 1Y | +21.8% | +10.6% | +11.3% | +16.4% |
| 3Y | +307.7% | +24.6% | +283.1% | +299.3% |
| All | +307.7% | +19.9% | +287.7% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling